+58.5%
DD vs DTE
+31.2%
+27.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -2.9% | -2.0% | -0.9% | -2.1% |
| 30D | -11.5% | -2.4% | -9.1% | -10.6% |
| 3M | -5.4% | -7.3% | +1.9% | -2.7% |
| 6M | -6.9% | -7.6% | +0.7% | -4.4% |
| YTD | +6.9% | +5.8% | +1.1% | +3.1% |
| 1Y | +35.6% | +2.3% | +33.3% | +32.6% |
| 3Y | +42.5% | +45.0% | -2.5% | +18.1% |
| 5Y | +58.5% | +33.2% | +25.3% | +35.6% |
| All | +58.5% | +31.2% | +27.2% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling